TOPIX Core 30 Index EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.46%
increased by 0.24%
1 Week
21.56%
increased by 0.34%
1 Month
21.89%
increased by 0.67%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 10.14 | |
| 0.1760 | 39.18 | |
| 0.9705 | 700.22 | |
| -0.0795 | -17.65 |
Estimation Period:
Jan 4, 1993 to Mar 19, 2026
Jan 4, 1993 to Mar 19, 2026
Other EGARCH Analyses on Equity Indices